docs: def Gaussian(x, mu, sig):
      """
      Gaussian pdf.
      :param x: free variable.
      :param mu: mean of the distribution.
      :param sig: standard deviation of the distribution.
      :return: sympy.Expr for a Gaussian pdf.
      """
      return sympy.exp(-(x - mu)**2/(2*sig**2))/sympy.sqrt(2*sympy.pi*sig**2)